Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[96]) |
84 | 62.31 | - | - | - | - | - | - | - |
85 | 54.3 | - | - | - | - | - | - | - |
86 | 57.76 | - | - | - | - | - | - | - |
87 | 62.14 | - | - | - | - | - | - | - |
88 | 67.4 | - | - | - | - | - | - | - |
89 | 67.48 | - | - | - | - | - | - | - |
90 | 71.32 | - | - | - | - | - | - | - |
91 | 77.2 | - | - | - | - | - | - | - |
92 | 70.8 | - | - | - | - | - | - | - |
93 | 77.13 | - | - | - | - | - | - | - |
94 | 83.04 | - | - | - | - | - | - | - |
95 | 92.53 | - | - | - | - | - | - | - |
96 | 91.45 | - | - | - | - | - | - | - |
97 | 91.92 | 88.7957 | 68.2363 | 120.2673 | 0.4229 | 0.4344 | 0.9842 | 0.4344 |
98 | 94.82 | 90.001 | 63.3935 | 137.692 | 0.4215 | 0.4686 | 0.9074 | 0.4763 |
99 | 103.28 | 86.6975 | 58.0161 | 143.3983 | 0.2833 | 0.3894 | 0.802 | 0.4348 |
100 | 110.44 | 84.8779 | 54.5402 | 149.8913 | 0.2205 | 0.2895 | 0.7009 | 0.4215 |
101 | 123.94 | 82.4904 | 51.3715 | 153.6086 | 0.1267 | 0.2206 | 0.6604 | 0.4025 |
102 | 133.05 | 85.7605 | 51.2521 | 171.8467 | 0.1408 | 0.1924 | 0.6288 | 0.4485 |
103 | 133.9 | 84.2072 | 49.0632 | 176.9083 | 0.1467 | 0.1509 | 0.5589 | 0.4391 |
104 | 113.85 | 83.3896 | 47.4021 | 183.7557 | 0.276 | 0.162 | 0.5971 | 0.4375 |
105 | 99.06 | 83.1584 | 46.1319 | 192.4288 | 0.3877 | 0.291 | 0.5431 | 0.4409 |
106 | 72.84 | 82.0518 | 44.6174 | 197.9032 | 0.4381 | 0.3868 | 0.4933 | 0.4368 |
107 | 53.24 | 83.7035 | 44.2808 | 214.1972 | 0.3236 | 0.5648 | 0.4473 | 0.4537 |
108 | 41.58 | 84.5179 | 43.6588 | 228.151 | 0.279 | 0.6652 | 0.4623 | 0.4623 |
109 | 44.86 | 85.5802 | 42.8894 | 248.01 | 0.3116 | 0.7023 | 0.4695 | 0.4718 |
110 | 43.24 | 84.0818 | 41.3261 | 255.5466 | 0.3203 | 0.673 | 0.4512 | 0.4664 |
111 | 46.84 | 86.3233 | 41.1274 | 284.091 | 0.3478 | 0.6653 | 0.4333 | 0.4797 |
112 | 50.85 | 87.6435 | 40.6534 | 310.0051 | 0.3728 | 0.6404 | 0.4204 | 0.4866 |
113 | 57.94 | 89.664 | 40.4244 | 343.807 | 0.4034 | 0.6177 | 0.3958 | 0.4945 |
114 | 68.59 | 86.6748 | 38.7305 | 341.1643 | 0.4446 | 0.5876 | 0.3605 | 0.4853 |
115 | 64.92 | 87.9662 | 38.3685 | 372.6678 | 0.437 | 0.5531 | 0.3759 | 0.4904 |
116 | 72.5 | 88.669 | 37.8604 | 402.0139 | 0.4597 | 0.559 | 0.4374 | 0.4931 |
117 | 67.69 | 88.8615 | 37.2401 | 428.7144 | 0.4514 | 0.5376 | 0.4765 | 0.494 |
118 | 73.19 | 89.8819 | 36.8691 | 467.1636 | 0.4654 | 0.5459 | 0.5353 | 0.4968 |
119 | 77.04 | 88.3493 | 35.8591 | 477.039 | 0.4773 | 0.5305 | 0.5703 | 0.4938 |
120 | 74.67 | 87.6234 | 35.0981 | 496.8281 | 0.4753 | 0.5202 | 0.5873 | 0.4927 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.1808 | 0.0352 | 0 | 9.7611 | 0 | 0 |
98 | 0.2704 | 0.0535 | 0.0444 | 23.223 | 16.4921 | 4.061 |
99 | 0.3337 | 0.1913 | 0.0933 | 274.9778 | 102.654 | 10.1318 |
100 | 0.3908 | 0.3012 | 0.1453 | 653.4192 | 240.3453 | 15.5031 |
101 | 0.4399 | 0.5025 | 0.2167 | 1718.0721 | 535.8906 | 23.1493 |
102 | 0.5121 | 0.5514 | 0.2725 | 2236.2968 | 819.2917 | 28.6233 |
103 | 0.5617 | 0.5901 | 0.3179 | 2469.3745 | 1055.0178 | 32.481 |
104 | 0.6141 | 0.3653 | 0.3238 | 927.8335 | 1039.1198 | 32.2354 |
105 | 0.6704 | 0.1912 | 0.3091 | 252.8617 | 951.7578 | 30.8506 |
106 | 0.7204 | -0.1123 | 0.2894 | 84.8578 | 865.0678 | 29.412 |
107 | 0.7954 | -0.3639 | 0.2962 | 928.0238 | 870.791 | 29.5092 |
108 | 0.8671 | -0.508 | 0.3138 | 1843.6592 | 951.8634 | 30.8523 |
109 | 0.9684 | -0.4758 | 0.3263 | 1658.1363 | 1006.1921 | 31.7205 |
110 | 1.0404 | -0.4857 | 0.3377 | 1668.0495 | 1053.4676 | 32.4572 |
111 | 1.1689 | -0.4574 | 0.3457 | 1558.9345 | 1087.1654 | 32.9722 |
112 | 1.2944 | -0.4198 | 0.3503 | 1353.7611 | 1103.8276 | 33.2239 |
113 | 1.4461 | -0.3538 | 0.3505 | 1006.4129 | 1098.0973 | 33.1376 |
114 | 1.498 | -0.2087 | 0.3426 | 327.0595 | 1055.2619 | 32.4848 |
115 | 1.6513 | -0.262 | 0.3384 | 531.1295 | 1027.676 | 32.0574 |
116 | 1.803 | -0.1824 | 0.3306 | 261.4363 | 989.364 | 31.4542 |
117 | 1.9513 | -0.2383 | 0.3262 | 448.2308 | 963.5958 | 31.0418 |
118 | 2.1416 | -0.1857 | 0.3198 | 278.6207 | 932.4605 | 30.5362 |
119 | 2.2446 | -0.128 | 0.3115 | 127.9009 | 897.4797 | 29.958 |
120 | 2.3827 | -0.1478 | 0.3046 | 167.7906 | 867.076 | 29.4462 |